AllianzGI NFJ Alpha and Beta Analysis Overview

ANDVX -- USA Fund  

USD 15.85  0.01  0.06%

This module allows you to check different measures of market premium for AllianzGI NFJ Dividend Value R6 as well as systematic risk associated with investing in AllianzGI NFJ over a specified time horizon. Check also AllianzGI NFJ Backtesting, Portfolio Optimization, AllianzGI NFJ Correlation, AllianzGI NFJ Hype Analysis, AllianzGI NFJ Volatility, AllianzGI NFJ History and analyze AllianzGI NFJ Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

AllianzGI NFJ Market Premiums

α0.06β0.0109
30 days against DJI
Risk Adjusted Performance  

0.0647

Jensen Alpha  

0.0226

Total Risk Alpha  

0.09

Sortino Ratio  

0.42

Treynor Ratio  

0.3535

AllianzGI NFJ expected buy-and-hold returns

AllianzGI NFJ Market Price Analysis

AllianzGI NFJ Return and Market Media

The median price of AllianzGI NFJ for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 15.68 with a coefficient of variation of 0.52. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 15.69, and mean deviation of 0.07. The Fund received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Comerica Bank Buys Shares of 51192 GreenTree Hospitality Gro...09/12/2018
2
GreenTree Hospitality Group Ltd -s Lock-Up Period Will End o...09/19/2018

Current Sentiment - ANDVX

AllianzGI NFJ Dividend Investor Sentiment

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Check also AllianzGI NFJ Backtesting, Portfolio Optimization, AllianzGI NFJ Correlation, AllianzGI NFJ Hype Analysis, AllianzGI NFJ Volatility, AllianzGI NFJ History and analyze AllianzGI NFJ Performance. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.
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